Estimativa de preço das opções caso o mercado atinja a Call Wall hoje (mantendo IV constante).
| Strike | Call (Agora) | Call (Simul) | Var% Call | Put (Agora) | Put (Simul) | Var% Put |
|---|---|---|---|---|---|---|
| 5350.00 | 101.14 | 312.09 | 208.6% | 21.47 | 0.42 | -98.0% |
| 5418.00 | 58.31 | 245.60 | 321.2% | 46.50 | 1.79 | -96.1% |
| 5650.00 | 2.80 | 60.81 | 2075.4% | 222.48 | 48.49 | -78.2% |
Visualização focada em Delta Agregado, Gamma Flip e Walls.
Copie o código abaixo e cole no Editor de Estratégias do ProfitChart.
// NTSL Indicator - Edi OpenInterest Levels
// Gerado Automaticamente
const
clCallWall = clBlue;
clPutWall = clRed;
clGammaFlip = clFuchsia;
clDeltaFlip = clYellow;
clRangeHigh = clLime;
clRangeLow = clRed;
clMaxPain = clPurple;
clExpMove = clWhite;
clEdiWall = clSilver;
clFib = clYellow;
TamanhoFonte = 8;
input
ExibirWalls(true);
ExibirFlips(true);
ExibirRange(true);
ExibirMaxPain(true);
ExibirExpMoves(true);
ExibirEdiWall(true);
MostrarPLUS(true);
MostrarPLUS2(true);
ModeloFlip(1); // Selecione o modelo de Gamma Flip abaixo
// 1 = Classic
// 2 = Spline
// 1 = Classic (5350.00)
// 2 = Spline (5350.00)
// 3 = HVL (5350.00)
// 4 = HVL Log (5350.00)
// 5 = Sigma Kernel (5350.00)
// 6 = PVOP (5350.00)
var
GammaVal: Float;
begin
// Inicializa GammaVal com o primeiro disponivel por seguranca
GammaVal := 5350.00;
if (ModeloFlip = 1) then GammaVal := 5350.00;
if (ModeloFlip = 2) then GammaVal := 5350.00;
if (ModeloFlip = 3) then GammaVal := 5350.00;
if (ModeloFlip = 4) then GammaVal := 5350.00;
if (ModeloFlip = 5) then GammaVal := 5350.00;
if (ModeloFlip = 6) then GammaVal := 5350.00;
// --- Linhas Principais (Com Intercalação de Texto) ---
if (ExibirWalls) then
HorizontalLineCustom(5350.00, clPutWall, 1, psDash, "PutWall", TamanhoFonte, tpTopLeft, 0, 0);
if (ExibirWalls) then
HorizontalLineCustom(5375.00, clPutWall, 1, psDash, "PutWall", TamanhoFonte, tpTopLeft, 0, 0);
if (ExibirRange) then
HorizontalLineCustom(5378.51, clRangeLow, 1, psDot, "Edi_Range", TamanhoFonte, tpTopRight, 0, 0);
if (ExibirExpMoves) then
HorizontalLineCustom(5378.51, clExpMove, 1, psDot, "Edi_ExpMove", TamanhoFonte, tpBottomRight, CurrentDate, 0);
if (ExibirWalls) then
HorizontalLineCustom(5425.00, clPutWall, 1, psDash, "PutWall", TamanhoFonte, tpTopLeft, 0, 0);
if (ExibirMaxPain) then
HorizontalLineCustom(5425.00, clMaxPain, 2, psSolid, "Edi_MaxPain", TamanhoFonte, tpTopRight, CurrentDate, 0);
if (ExibirExpMoves) then
HorizontalLineCustom(5457.49, clExpMove, 1, psDot, "Edi_ExpMove", TamanhoFonte, tpTopRight, CurrentDate, 0);
if (ExibirRange) then
HorizontalLineCustom(5457.49, clRangeHigh, 1, psDot, "Edi_Range", TamanhoFonte, tpBottomRight, 0, 0);
if (ExibirWalls) then
HorizontalLineCustom(5650.00, clCallWall, 1, psDash, "CallWall", TamanhoFonte, tpTopLeft, 0, 0);
// Flips (Dinâmicos)
if (ExibirFlips) then begin
if (GammaVal > 0) then
HorizontalLineCustom(GammaVal, clGammaFlip, 2, psDash, "Edi_GammaFlip", TamanhoFonte, tpTopRight, CurrentDate, 0);
if (5848.34 > 0) then
HorizontalLineCustom(5848.34, clDeltaFlip, 2, psDash, "Edi_DeltaFlip", TamanhoFonte, tpTopRight, CurrentDate, 0);
end;
// Edi_Wall (Midpoints) - Grid Completo
if (ExibirEdiWall) then begin
HorizontalLineCustom(5362.50, clEdiWall, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5400.00, clEdiWall, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5537.50, clEdiWall, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
end;
if (MostrarPLUS) then begin
HorizontalLineCustom(5359.55, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5365.45, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5394.10, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5405.90, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5510.95, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5564.05, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
end;
if (MostrarPLUS2) then begin
HorizontalLineCustom(5355.90, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5369.10, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5386.80, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5413.20, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5478.10, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5596.90, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
end;
end;